+100.5%
EWT vs ADVB
-96.8%
+197.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | +0.3% |
| 7D | +9.1% | +27.8% | -18.7% | +8.9% |
| 30D | -12.2% | -50.8% | +38.6% | -12.3% |
| 3M | -9.4% | -70.5% | +61.1% | -9.5% |
| 6M | +2.7% | -46.7% | +49.4% | +2.0% |
| YTD | +53.3% | -56.7% | +110.0% | +51.7% |
| 1Y | +59.2% | -71.8% | +130.9% | +59.8% |
| All | +100.5% | -96.8% | +197.4% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ADVB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling